+39.8%
BKNG vs ROK
+48.6%
-8.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.9% |
| 7D | -10.7% | -1.6% | -9.0% | -10.2% |
| 30D | -18.1% | -5.4% | -12.7% | -16.7% |
| 3M | +8.5% | -4.0% | +12.5% | +9.1% |
| 6M | -0.1% | +13.3% | -13.4% | -5.5% |
| YTD | -18.2% | +9.3% | -27.6% | -21.8% |
| 1Y | -19.9% | +25.8% | -45.7% | -26.9% |
| All | +39.8% | +48.6% | -8.8% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ROK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling